Construction and correction of probability densities

Leon Cohen

doi:10.1117/12.720263

7 May 2007 Construction and correction of probability densities

Leon Cohen

Proceedings Volume 6566, Automatic Target Recognition XVII; 656615 (2007) https://doi.org/10.1117/12.720263
Event: Defense and Security Symposium, 2007, Orlando, Florida, United States

Abstract

We present a simple formula relating any two probability densities and show that this relation generalizes a number of results of classical probability theory, such as the Gram-Charlier and Edgeworth series. Our generalization is twofold in that it relates two arbitrary distributions rather than one of them being a Gaussian and secondly we generalize to an arbitrary Hermitian operator rather than the differentiation operator.

Citation Download Citation

Leon Cohen "Construction and correction of probability densities", Proc. SPIE 6566, Automatic Target Recognition XVII, 656615 (7 May 2007); https://doi.org/10.1117/12.720263

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